+334.3%
SPGI vs IWD
+212.1%
+122.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -1.3% |
| 7D | -0.9% | +1.3% | -2.1% | -2.1% |
| 30D | +15.5% | +3.6% | +11.9% | +11.6% |
| 3M | +15.7% | +2.3% | +13.3% | +13.1% |
| 6M | +19.1% | +13.0% | +6.0% | +5.3% |
| YTD | -4.1% | +26.2% | -30.2% | -24.2% |
| 1Y | +1.2% | +30.5% | -29.3% | -22.8% |
| 3Y | +31.6% | +86.2% | -54.6% | -30.3% |
| 5Y | +12.4% | +72.9% | -60.4% | -35.3% |
| 10Y | +334.3% | +205.0% | +129.3% | +49.0% |
| All | +334.3% | +212.1% | +122.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling